+1,272.2%
MUU vs HST
+67.3%
+1,204.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.2% | -5.1% |
| 7D | +24.7% | +3.6% | +21.1% | +17.7% |
| 30D | -35.1% | +11.2% | -46.4% | -43.1% |
| 3M | -44.3% | +13.1% | -57.4% | -53.0% |
| 6M | -44.4% | +23.9% | -68.3% | -61.3% |
| YTD | +244.9% | +52.3% | +192.6% | +66.8% |
| 1Y | +365.6% | +56.7% | +308.9% | +112.9% |
| All | +1,272.2% | +67.3% | +1,204.9% | +368.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling